User's Guide

What it is / What it does:

The Singular Spectrum Analysis - MultiTaper Method (SSA-MTM) Toolkit is a software program to analyze short, noisy time series, such as the one below, as well as multivariate data.

This is the so-called Southern Oscillation Index (SOI). SOI is a climatic index connected with the recurring El NiÑo conditions in the tropical Pacific; it is essentially the normalized monthly mean difference in sea-level pressure between Darwin, Australia and Tahiti (Rasmusson et al., 1990).

Using a convinient graphical user interface you can perform singular-spectrum analysis on input data.

SSA reconstructions of selected components and tests for the presence of trend and oscillatory components are provided. Ad hoc and Monte Carlo error bars for the SSA eigenspectra are also included. All results are displayed graphically. The next figure shows SSA eigenspectrum for the SOI time series:

In addition, the Toolkit includes three kinds of power-spectrum estimation. These are the traditional Blackman-Tukey windowed correlogram, multi-taper method(MTM), and maximum-entropy method(MEM). You can apply these tools at any point in the analysis to a raw time series, or to SSA reconstructions. Outputs include power spectra and significance tests for correlogram and MTM.

The next figure shows MTM spectrum for the same data. The black peaks are components of the spectrum associated with a periodic signal, and the significance levels relative to the estimated noise background are shown.

January 28, 2013: Major upgrade of multivariate analysis: Varimax Rotation for M-SSA . Available on Linux and Mac OS builds.
Also, beta-version (with limited features, currently mostly M-SSA) of command-line Toolkit utilities are available for Linux and Mac OS; choose "CMD for Linux" or "CMD for Mac", respectively, in download options.

Toolkit 4.0 is provided with a new graphical user interface (GUI) which is no longer based on TCl/Tk. 4.0 GUI is based on Motif, which is the industry standard on Unix computer systems. New GUI makes a Tollkit more flexible and easy to use.

Dynamical memory management is implemented to remove the restrictions on the time series length, existing in the old versions of the Toolkit. The results and data are managed using matrices and vectors with the names supplied by the user in GUI.

Linear algebra routines are now based on a latest release of LAPACK package (Version 3.0, June 1999). A considerable speed-up in Toolkit performance has been achieved.

New plotting routines are available which allow cross-examination of the Toolkit results.

Several minor bugs have been fixed including normalization for MTM Spectrum and choice of parameters for BT Correlogram.

Availability:

Prebuilt binary executables for the Toolkit are available for download. The Toolkit has been ported and actively maintained for Linux and Mac OS X (under X11, runs natively on both PowerPC and Intel based Mac systems).
Also, legacy builds for SUN,
DEC and SGI are available
(not all latest features may be included). Windows users can run SSA-MTM Toolkit on Windows via Cygiwn and remote X client, here are instructions courtesy to Andrew Moy (Andrew.Moy@aad.gov.au).